+53.7%
TDG vs LBRT
+27.1%
+26.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.7% |
| 7D | -0.9% | +6.9% | -7.9% | -1.3% |
| 30D | -6.5% | +7.8% | -14.3% | -7.0% |
| 3M | -5.1% | -25.3% | +20.2% | -3.6% |
| 6M | -11.5% | -19.6% | +8.0% | -11.3% |
| YTD | -13.9% | +17.2% | -31.0% | -17.4% |
| 1Y | -11.5% | +114.1% | -125.5% | -21.6% |
| 3Y | +53.7% | +27.0% | +26.6% | +40.5% |
| All | +53.7% | +27.1% | +26.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling